Wind modelling with nested Markov chains

• Published in: Journal of wind engineering and industrial aerodynamics Vol. 157; pp. 118 - 124
• Main Authors: Tagliaferri, F., Hayes, B.P., Viola, I.M., Djokić, S.Z.
• Format: Journal Article
• Language: English
• Published: Elsevier Ltd 01.10.2016
• Subjects: Autocorrelation functions; Computational efficiency; High frequencies; Markov chains; Nested Markov chains; Statistical analysis; Time series; Wind engineering; Wind modelling; Wind speed; British Isles; Markov chains; Nested Markov chains; Wind speed; Wind modelling; Time series

Markov chains (MCs) are statistical models used in many applications to model wind speed. Their main feature is the ability to represent both the statistical and temporal characteristics of the modelled wind speed data. However, MCs are not able to capture wind characteristics at high frequencies, a...